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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 14 Dec 2010 12:06:13 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/14/t1292328713wojdvkseh0mhjd8.htm/, Retrieved Fri, 03 May 2024 00:22:51 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109472, Retrieved Fri, 03 May 2024 00:22:51 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact174

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Classical Decomposition] [Unemployment] [2010-11-30 13:33:27] [b98453cac15ba1066b407e146608df68]
-         [Classical Decomposition] [] [2010-12-07 19:02:21] [42a441ca3193af442aa2201743dfb347]
- RMPD        [Variance Reduction Matrix] [] [2010-12-14 12:06:13] [6d73806852b9f5b8ac8b27fc8f7b83c4] [Current]
- R PD          [Variance Reduction Matrix] [variance reductio...] [2011-12-07 10:27:46] [ca5872d1d4d784184b94263c274137e3]
- RMPD          [(Partial) Autocorrelation Function] [autocorelation fu...] [2011-12-07 10:33:08] [ca5872d1d4d784184b94263c274137e3]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
19876
45335
48674
156392
100837
101605
532850
294189
80763
105995
25045
90474
48481
50730
68694
207716
99132
104012
422632
364974
82687
66834
28408
97073
40284
24421
116346
72120
108751
91738
402216
390070
106045
110070
70668
167841
28607
95371
30605
131063
81214
85451
455196
454570
63114
74287
42350
113375

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109472&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109472&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109472&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk






Variance Reduction Matrix
V(Y[t],d=0,D=0)17827735352.0598Range512974Trim Var.10478210647.4547
V(Y[t],d=1,D=0)23474604412.099Range822701Trim Var.8552690320.09024
V(Y[t],d=2,D=0)54530047524.9179Range1100383Trim Var.31480959723.9256
V(Y[t],d=3,D=0)155637089885.7Range1893842Trim Var.83796245247.0378
V(Y[t],d=0,D=1)2432319934.7873Range206546Trim Var.1414784278.6119
V(Y[t],d=1,D=1)6046767844.96134Range364251Trim Var.3121691610.22366
V(Y[t],d=2,D=1)20798743560.9768Range585672Trim Var.12363060761.3345
V(Y[t],d=3,D=1)75938516315.7727Range1129164Trim Var.43404780438.9581
V(Y[t],d=0,D=2)7213382540.94022Range381459Trim Var.3474282836.57895
V(Y[t],d=1,D=2)17288320452.1186Range559627Trim Var.6985548976.53801
V(Y[t],d=2,D=2)62212199445.2294Range1118211Trim Var.23535811463.7124
V(Y[t],d=3,D=2)236420830043.948Range2008186Trim Var.99001397568.7426

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 17827735352.0598 & Range & 512974 & Trim Var. & 10478210647.4547 \tabularnewline
V(Y[t],d=1,D=0) & 23474604412.099 & Range & 822701 & Trim Var. & 8552690320.09024 \tabularnewline
V(Y[t],d=2,D=0) & 54530047524.9179 & Range & 1100383 & Trim Var. & 31480959723.9256 \tabularnewline
V(Y[t],d=3,D=0) & 155637089885.7 & Range & 1893842 & Trim Var. & 83796245247.0378 \tabularnewline
V(Y[t],d=0,D=1) & 2432319934.7873 & Range & 206546 & Trim Var. & 1414784278.6119 \tabularnewline
V(Y[t],d=1,D=1) & 6046767844.96134 & Range & 364251 & Trim Var. & 3121691610.22366 \tabularnewline
V(Y[t],d=2,D=1) & 20798743560.9768 & Range & 585672 & Trim Var. & 12363060761.3345 \tabularnewline
V(Y[t],d=3,D=1) & 75938516315.7727 & Range & 1129164 & Trim Var. & 43404780438.9581 \tabularnewline
V(Y[t],d=0,D=2) & 7213382540.94022 & Range & 381459 & Trim Var. & 3474282836.57895 \tabularnewline
V(Y[t],d=1,D=2) & 17288320452.1186 & Range & 559627 & Trim Var. & 6985548976.53801 \tabularnewline
V(Y[t],d=2,D=2) & 62212199445.2294 & Range & 1118211 & Trim Var. & 23535811463.7124 \tabularnewline
V(Y[t],d=3,D=2) & 236420830043.948 & Range & 2008186 & Trim Var. & 99001397568.7426 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109472&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]17827735352.0598[/C][C]Range[/C][C]512974[/C][C]Trim Var.[/C][C]10478210647.4547[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]23474604412.099[/C][C]Range[/C][C]822701[/C][C]Trim Var.[/C][C]8552690320.09024[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]54530047524.9179[/C][C]Range[/C][C]1100383[/C][C]Trim Var.[/C][C]31480959723.9256[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]155637089885.7[/C][C]Range[/C][C]1893842[/C][C]Trim Var.[/C][C]83796245247.0378[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2432319934.7873[/C][C]Range[/C][C]206546[/C][C]Trim Var.[/C][C]1414784278.6119[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]6046767844.96134[/C][C]Range[/C][C]364251[/C][C]Trim Var.[/C][C]3121691610.22366[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]20798743560.9768[/C][C]Range[/C][C]585672[/C][C]Trim Var.[/C][C]12363060761.3345[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]75938516315.7727[/C][C]Range[/C][C]1129164[/C][C]Trim Var.[/C][C]43404780438.9581[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]7213382540.94022[/C][C]Range[/C][C]381459[/C][C]Trim Var.[/C][C]3474282836.57895[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]17288320452.1186[/C][C]Range[/C][C]559627[/C][C]Trim Var.[/C][C]6985548976.53801[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]62212199445.2294[/C][C]Range[/C][C]1118211[/C][C]Trim Var.[/C][C]23535811463.7124[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]236420830043.948[/C][C]Range[/C][C]2008186[/C][C]Trim Var.[/C][C]99001397568.7426[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109472&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109472&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)17827735352.0598Range512974Trim Var.10478210647.4547
V(Y[t],d=1,D=0)23474604412.099Range822701Trim Var.8552690320.09024
V(Y[t],d=2,D=0)54530047524.9179Range1100383Trim Var.31480959723.9256
V(Y[t],d=3,D=0)155637089885.7Range1893842Trim Var.83796245247.0378
V(Y[t],d=0,D=1)2432319934.7873Range206546Trim Var.1414784278.6119
V(Y[t],d=1,D=1)6046767844.96134Range364251Trim Var.3121691610.22366
V(Y[t],d=2,D=1)20798743560.9768Range585672Trim Var.12363060761.3345
V(Y[t],d=3,D=1)75938516315.7727Range1129164Trim Var.43404780438.9581
V(Y[t],d=0,D=2)7213382540.94022Range381459Trim Var.3474282836.57895
V(Y[t],d=1,D=2)17288320452.1186Range559627Trim Var.6985548976.53801
V(Y[t],d=2,D=2)62212199445.2294Range1118211Trim Var.23535811463.7124
V(Y[t],d=3,D=2)236420830043.948Range2008186Trim Var.99001397568.7426


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = 12 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
n <- length(x)
sx <- sort(x)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variance Reduction Matrix',6,TRUE)
a<-table.row.end(a)
for (bigd in 0:2) {
for (smalld in 0:3) {
mylabel <- 'V(Y[t],d='
mylabel <- paste(mylabel,as.character(smalld),sep='')
mylabel <- paste(mylabel,',D=',sep='')
mylabel <- paste(mylabel,as.character(bigd),sep='')
mylabel <- paste(mylabel,')',sep='')
a<-table.row.start(a)
a<-table.element(a,mylabel,header=TRUE)
myx <- x
if (smalld > 0) myx <- diff(x,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,var(myx))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,max(myx)-min(myx))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')